合肥工业大学主页平台管理系统许启发--中文主页-- A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

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A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

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发表刊物：Expert Systems with Applications

合写作者：Wang Liukai,Jiang Cuixia,Zhang Xin

第一作者：Xu Qifa

论文类型：期刊论文

学科门类：管理学

文献类型：J

卷号：132

页面范围：12-27

是否译文：否

发表时间：2019-05-01

收录刊物：SCI

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许启发 (教授)